T-REX 2X Inverse CRWV Daily Target ETF CORD
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Market dataready · fetched 2026-11-04T06:29:55.870Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-04T01:00:01.682364993Z
FundamentalsAlpha Vantage · ready · fetched 2026-11-04T06:29:54.269846+00:00
T-REX 2X Inverse CRWV Daily Target ETF options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.18 | 255.9% | 34.9% | |||
| 25Δ | 4.58 | 252.0% | 30.5% | |||
| 30Δ | 4.97 | 248.1% | 26.2% | |||
| 35Δ | 5.40 | 258.9% | 23.8% | |||
| 40Δ | 8.39 | 307.9% | 60.7% | 5.83 | 270.6% | 21.5% |
| 45Δ | 7.70 | 308.9% | 50.9% | 6.30 | 277.2% | 19.2% |
| 50Δ | 7.11 | 315.0% | 43.1% | 6.80 | 280.5% | 16.8% |
| 55Δ | 6.51 | 308.2% | 35.0% | 7.47 | 289.8% | 14.8% |
| 60Δ | 5.93 | 299.5% | 27.3% | 8.55 | 316.6% | 13.4% |
| 65Δ | 5.46 | 296.7% | 22.2% | |||
| 70Δ | 5.00 | 293.9% | 17.1% | |||
| 75Δ | 4.56 | 290.4% | 13.4% | |||
| 80Δ | 4.11 | 287.0% | 9.7% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.18
- IV
- 255.9%
- B/E move
- 34.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.58
- IV
- 252.0%
- B/E move
- 30.5%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.97
- IV
- 248.1%
- B/E move
- 26.2%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.40
- IV
- 258.9%
- B/E move
- 23.8%
40Δ
- Pseudo strike
- 8.39
- IV
- 307.9%
- B/E move
- 60.7%
- Pseudo strike
- 5.83
- IV
- 270.6%
- B/E move
- 21.5%
45Δ
- Pseudo strike
- 7.70
- IV
- 308.9%
- B/E move
- 50.9%
- Pseudo strike
- 6.30
- IV
- 277.2%
- B/E move
- 19.2%
50Δ
- Pseudo strike
- 7.11
- IV
- 315.0%
- B/E move
- 43.1%
- Pseudo strike
- 6.80
- IV
- 280.5%
- B/E move
- 16.8%
55Δ
- Pseudo strike
- 6.51
- IV
- 308.2%
- B/E move
- 35.0%
- Pseudo strike
- 7.47
- IV
- 289.8%
- B/E move
- 14.8%
60Δ
- Pseudo strike
- 5.93
- IV
- 299.5%
- B/E move
- 27.3%
- Pseudo strike
- 8.55
- IV
- 316.6%
- B/E move
- 13.4%
65Δ
- Pseudo strike
- 5.46
- IV
- 296.7%
- B/E move
- 22.2%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 5.00
- IV
- 293.9%
- B/E move
- 17.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 4.56
- IV
- 290.4%
- B/E move
- 13.4%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 4.11
- IV
- 287.0%
- B/E move
- 9.7%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 214.65% | |
| 216.31% | |
| 208.14% | |
| 214.42% | |
| 216.24% | |
| 229.28% |